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GTY vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GTY and SCHD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

GTY vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Getty Realty Corp. (GTY) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
256.96%
369.64%
GTY
SCHD

Key characteristics

Sharpe Ratio

GTY:

0.40

SCHD:

0.18

Sortino Ratio

GTY:

0.68

SCHD:

0.35

Omega Ratio

GTY:

1.08

SCHD:

1.05

Calmar Ratio

GTY:

0.34

SCHD:

0.18

Martin Ratio

GTY:

1.47

SCHD:

0.64

Ulcer Index

GTY:

5.30%

SCHD:

4.44%

Daily Std Dev

GTY:

19.67%

SCHD:

15.99%

Max Drawdown

GTY:

-63.16%

SCHD:

-33.37%

Current Drawdown

GTY:

-14.64%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, GTY achieves a -7.08% return, which is significantly lower than SCHD's -5.19% return. Both investments have delivered pretty close results over the past 10 years, with GTY having a 10.31% annualized return and SCHD not far behind at 10.28%.


GTY

YTD

-7.08%

1M

-8.18%

6M

-12.84%

1Y

7.16%

5Y*

8.69%

10Y*

10.31%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

GTY vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTY
The Risk-Adjusted Performance Rank of GTY is 6464
Overall Rank
The Sharpe Ratio Rank of GTY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of GTY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of GTY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of GTY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of GTY is 6969
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GTY vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Getty Realty Corp. (GTY) and Schwab US Dividend Equity ETF (SCHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for GTY, currently valued at 0.35, compared to the broader market-2.00-1.000.001.002.003.00
GTY: 0.35
SCHD: 0.18
The chart of Sortino ratio for GTY, currently valued at 0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
GTY: 0.63
SCHD: 0.35
The chart of Omega ratio for GTY, currently valued at 1.08, compared to the broader market0.501.001.502.00
GTY: 1.08
SCHD: 1.05
The chart of Calmar ratio for GTY, currently valued at 0.31, compared to the broader market0.001.002.003.004.005.00
GTY: 0.31
SCHD: 0.18
The chart of Martin ratio for GTY, currently valued at 1.30, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
GTY: 1.30
SCHD: 0.64

The current GTY Sharpe Ratio is 0.40, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of GTY and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.35
0.18
GTY
SCHD

Dividends

GTY vs. SCHD - Dividend Comparison

GTY's dividend yield for the trailing twelve months is around 6.67%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
GTY
Getty Realty Corp.
6.67%6.04%5.95%4.90%4.92%5.45%4.32%4.45%4.27%4.04%6.71%5.27%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

GTY vs. SCHD - Drawdown Comparison

The maximum GTY drawdown since its inception was -63.16%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GTY and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.64%
-11.47%
GTY
SCHD

Volatility

GTY vs. SCHD - Volatility Comparison

The current volatility for Getty Realty Corp. (GTY) is 8.43%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that GTY experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.43%
11.20%
GTY
SCHD